ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 30-Nov-2017

Day Change Summary
	Previous	Current
	29-Nov-2017	30-Nov-2017	Change	Change %	Previous Week
Open	154-13	153-05	-1-08	-0.8%	154-01
High	154-22	153-10	-1-12	-0.9%	154-24
Low	152-28	152-04	-0-24	-0.5%	153-17
Close	153-10	152-27	-0-15	-0.3%	154-08
Range	1-26	1-06	-0-20	-34.5%	1-07
ATR	1-02	1-02	0-00	0.8%	0-00
Volume	345,953	71,079	-274,874	-79.5%	1,129,232

Daily Pivots for day following 30-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-10	155-25	153-16
R3	155-04	154-19	153-05
R2	153-30	153-30	153-02
R1	153-13	153-13	152-30	153-03
PP	152-24	152-24	152-24	152-19
S1	152-07	152-07	152-24	151-29
S2	151-18	151-18	152-20
S3	150-12	151-01	152-17
S4	149-06	149-27	152-06

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-27	157-08	154-29
R3	156-20	156-01	154-19
R2	155-13	155-13	154-15
R1	154-26	154-26	154-12	155-03
PP	154-06	154-06	154-06	154-10
S1	153-19	153-19	154-04	153-29
S2	152-31	152-31	154-01
S3	151-24	152-12	153-29
S4	150-17	151-05	153-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-27	152-04	2-23	1.8%	1-03	0.7%	26%	False	True	327,942
10	154-27	152-04	2-23	1.8%	1-02	0.7%	26%	False	True	312,838
20	154-27	152-01	2-26	1.8%	1-01	0.7%	29%	False	False	296,391
40	154-27	150-10	4-17	3.0%	1-01	0.7%	56%	False	False	279,433
60	158-09	150-10	7-31	5.2%	1-01	0.7%	32%	False	False	273,401
80	158-09	150-10	7-31	5.2%	1-01	0.7%	32%	False	False	236,520
100	158-09	150-10	7-31	5.2%	1-01	0.7%	32%	False	False	189,294
120	158-09	150-10	7-31	5.2%	0-31	0.6%	32%	False	False	157,749

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	158-12
2.618	156-13
1.618	155-07
1.000	154-16
0.618	154-01
HIGH	153-10
0.618	152-27
0.500	152-23
0.382	152-19
LOW	152-04
0.618	151-13
1.000	150-30
1.618	150-07
2.618	149-01
4.250	147-02

Fisher Pivots for day following 30-Nov-2017
Pivot	1 day	3 day
R1	152-26	153-16
PP	152-24	153-09
S1	152-23	153-02

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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